I'm not sure why they haven't released it globally yet,
You could make an account with the country being in any of the european serviced regions and then buy a psn card with the currency for that region.

I would consider getting a used Xbox copy of Sonic Heroes since it's one of the compatible games for the Xbox 360. But the only problem with that is that most of the compatible games have glitches in some way or another. It's a partial reason why Marvel VS Capcom 2 was re-released on Xbox Live Arcade, even though the Xbox version was compatible with the system. What adds to my anticipation is that I haven't played it and I really want to. My suggestion currently, is to just wait for the Wii U. That system will be able to use Nintendo GameCube games on Virtual Console. Hopefully, several of the games in the series I haven't played like Sonic Heroes, Sonic Adventure 2: Battle, and Shadow the Hedgehog will be released on the service. I wouldn't mind seeing Sonic Adventure DX: Director's Cut either after hearing it has a bunch of Game Gear titles included as unlockable extras.

I proudly support the ideas of a Mario and Sonic platformer crossover for Wii U and 3DS!
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